-22.1%
ONON vs ELF
+251.8%
-273.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.3% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | -27.4% | +5.9% | -33.3% | -28.7% |
| 3M | -26.5% | +99.5% | -126.0% | -39.7% |
| 6M | -34.2% | +26.5% | -60.8% | -39.5% |
| YTD | -41.3% | +37.2% | -78.5% | -47.7% |
| 1Y | -39.7% | -24.4% | -15.3% | -38.4% |
| 3Y | -7.8% | -23.3% | +15.5% | -21.0% |
| All | -22.1% | +251.8% | -273.9% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ELF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling